A note on upper estimates for Pickands constants
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Publication:730709
DOI10.1016/j.spl.2008.01.071zbMath1283.60068OpenAlexW2075228436MaRDI QIDQ730709
Paweł Kisowski, Krzysztof Dȩbicki
Publication date: 30 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.071
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
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Cites Work
- Ruin probability for Gaussian integrated processes.
- On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
- Simulation of the Asymptotic Constant in Some Fluid Models
- Some Properties of Generalized Pickands Constants
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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